Regulatory Alerts2021-11-17
Added · Updated
BCBS Standards Revisions to Market Risk Disclosure Requirements and Voluntary Disclosure of Sovereign Exposures
The Basel Committee on Banking Supervision issued standards revising market risk disclosure requirements and addressing the voluntary disclosure of sovereign exposures. These updates align with the Fundamental Review of the Trading Book framework to enhance transparency regarding market risk capital charges. The document provides guidance for banks to improve the quality and consistency of their Pillar 3 disclosures.
CIR
Current
Issue Date:
17 Nov 2021
20211117-1-EN.pdf (280.7 KB)
Topic:
Capital Adequacy - Market Risk
Capital Adequacy - Sovereign Concentration Risk
Disclosure - Pillar 3 requirements
Miscellaneous - BCBS
Group:
Locally Incorporated Authorized Institutions
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Cross referenced Document
Version History
Superseded Document
Directly related Document
Directly related Document
Cross referenced Document
Version History
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